• 대한기계학회논문집A
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• 제27권2호
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• pp.276-284
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• 2003

The preconditioned conjugate gradient method is an efficient iterative solution scheme for large size finite element problems. As preconditioning method, we choose an incomplete Cholesky factorization which has efficiency and easiness in implementation in this paper. The incomplete Cholesky factorization mettled sometimes leads to breakdown of the computational procedure that means pivots in the matrix become minus during factorization. So, it is inevitable that a reduction process fur stabilizing and this process will guarantee robustness of the algorithm at the cost of a little computation. Recently incomplete factorization that enhances robustness through increasing diagonal dominancy instead of reduction process has been developed. This method has better efficiency for the problem that has rotational degree of freedom but is sensitive to parameters and the breakdown can be occurred occasionally. Therefore, this paper presents new method that guarantees robustness for this method. Numerical experiment shows that the present method guarantees robustness without further efficiency loss.

• 대한수학회보
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• 제39권3호
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• pp.495-509
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• 2002

We propose variants of the modified incomplete Cho1esky factorization preconditioner for a symmetric positive definite (SPD) matrix. Spectral properties of these preconditioners are discussed, and then numerical results of the preconditioned CG (PCG) method using these preconditioners are provided to see the effectiveness of the preconditioners.

• Journal of applied mathematics & informatics
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• 제11권1_2호
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• pp.59-80
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• 2003

An incomplete factorization method for preconditioning symmetric positive definite matrices is introduced to solve normal equations. The normal equations are form to solve linear least squares problems. The procedure is based on a block incomplete Cholesky factorization and a multilevel recursive strategy with an approximate Schur complement matrix formed implicitly. A diagonal perturbation strategy is implemented to enhance factorization robustness. The factors obtained are used as a preconditioner for the conjugate gradient method. Numerical experiments are used to show the robustness and efficiency of this preconditioning technique, and to compare it with two other preconditioners.

• 한국국방경영분석학회지
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• 제24권1호
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• pp.146-156
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• 1998

Cholesky factorization is known to be inefficient to problems with dense column and network problems in interior point methods. We use the conjugate gradient method and preconditioners to improve the convergence rate of the conjugate gradient method. Several preconditioners were applied to LPABO 5.1 and the results were compared with those of CPLEX 3.0. The conjugate gradient method shows to be more efficient than Cholesky factorization to problems with dense columns and network problems. The incomplete Cholesky factorization preconditioner shows to be the most efficient among the preconditioners.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제3권1호
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• pp.99-106
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• 1999

An accelerated optimization technique combined with a stepwise deflation procedure is presented for the efficient evaluation of a few of the smallest eigenvalues and their corresponding eigenvectors of the generalized eigenproblems. The optimization is performed on the Rayleigh quotient of the deflated matrices by the aid of a preconditioned conjugate gradient scheme with the incomplete Cholesky factorization.

• 충청수학회지
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• 제11권1호
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• pp.129-142
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• 1998

In this paper, we propose a blocked variant of the Conjugate Gradient method which performs as well as and has coarser parallelism than the classical Conjugate Gradient method.